Rodrigo Herrera
.jpg)
My Erdös Number is 4
My Gauss Number is 8
Rodrigo Herrera is an Associate Professor of Economics at the School of Business and Economics of the University of Talca, Chile. His current research interests include financial econometrics, quantitative risk management, and extreme value theory. His research has appeared in various academic journals, including the Journal of Banking and Finance, Journal of Applied Econometrics, Energy Economics, and International Journal of Forecasting. He was appointed as the Dean of the faculty in April 2018. He has also been the Director of the Applied Economics Research Center and the Master Program in Economics of the same university.
Contact Information
Rodrigo Herrera
Escuela de Ingeniería Comercial
Facultad de Economía y Negocios
Universidad de Talca
Avenida Lircay s/n. Talca
Phone: +56 71 2200308
Email : rodrigo.herrera at utalca.cl
Latest News
(July 2025) The paper: ”When to be discrete: The importance of time formulation in the modeling of extreme events in finance" (with K. Bień-Barkowska) has been accepted in International Journal of Forecasting.
(March 2025) The paper: ”Tail Risk Dynamics of Banks with Score-driven Extreme Value Models" (with F. Fuentes and A. Clements) has been accepted in Journal of Empirical Finance.